Indirect inference for fractional time series models (Q4374348)
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scientific article; zbMATH DE number 1112706
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| default for all languages | No label defined |
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| English | Indirect inference for fractional time series models |
scientific article; zbMATH DE number 1112706 |
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Indirect inference for fractional time series models (English)
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26 May 1999
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long memory time series
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indirect inference
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ARFIMA model
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0.8874830603599548
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0.7779458165168762
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0.7754002809524536
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